Consumption-Wealth Ratio and Housing Prices
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References listed on IDEAS
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
- Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Emmanuelle Lavallée & Vincent Vicard, 2013.
"National borders matterwhere one draws the lines too,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 46(1), pages 135-153, February.
- Lavallée, E. & Vicard, V., 2010. "National borders matter... where one draws the lines too," Working papers 272, Banque de France.
- Vincent Vicard & Emmanuelle Lavallée, 2013. "National borders matter...where one draws the lines too," Post-Print hal-01548193, HAL.
- Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2016. "Macroeconomic implications of mortgage loans requirements: An agent based approach," Working Papers 2016/05, Economics Department, Universitat Jaume I, Castellón (Spain).
More about this item
KeywordsConsumption-wealth ratio ; Structural break ; Cointegration ; Cointegrated VAR ; Trends and cycles ; Housing returns ; Asset prices ; Long-run predictability.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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